Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
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Cites work
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- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- Optimal risk sharing under distorted probabilities
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Optimal risk-sharing under mutually singular beliefs
- Pareto Equilibria with coherent measures of risk
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
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- Sharing beliefs and the absence of betting in the Choquet expected utility model
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- Uncertainty averse preferences
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